Can we offer a lender credit, reduced costs, free appraisal, etc as an incentive to new mortgage customers if they also bring their deposit accounts here?

There is no law that prevents you from tying traditional banking products together.

Any advise on marketing, what to avoid, any additional disclaimers ?

Well, your advertising is going to have to be very specific - that is probably your biggest risk for a UDAP.

Like what do you mean bring their deposit accounts to the bank? Just open an account, open a checking account, savings account, both, transfer balances of $$$, how long do they have to remain open, what if they keep $5 in the account, what if they close them the day after the loan closes? All questions like these need to be answered and then applied equitably across the board.